An approximate test for common principal component subspaces in two groups
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DOI: 10.1007/BF00773675
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- Chen, K. H. & Robinson, J., 1989. "Comparison of factor spaces of two related populations," Journal of Multivariate Analysis, Elsevier, vol. 28(2), pages 190-203, February.
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- Schott, James R., 1998. "Estimating correlation matrices that have common eigenvectors," Computational Statistics & Data Analysis, Elsevier, vol. 27(4), pages 445-459, June.
- Paindaveine, Davy & Rasoafaraniaina, Rondrotiana Joséa & Verdebout, Thomas, 2017. "Preliminary test estimation for multi-sample principal components," Econometrics and Statistics, Elsevier, vol. 2(C), pages 106-116.
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Keywords
Data reduction; latent root; latent vector; principal component; conditional Haar distribution;All these keywords.
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